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We study the variational inference problem of minimizing a regularized R\'enyi divergence over an exponential family. We propose to solve this problem with a Bregman proximal gradient algorithm. We propose a sampling-based algorithm to…

Statistics Theory · Mathematics 2024-10-17 Thomas Guilmeau , Emilie Chouzenoux , Víctor Elvira

Given a graphical model, one essential problem is MAP inference, that is, finding the most likely configuration of states according to the model. Although this problem is NP-hard, large instances can be solved in practice. A major open…

Machine Learning · Statistics 2017-03-09 Erik M. Lindgren , Alexandros G. Dimakis , Adam Klivans

We present a new algorithm for approximate inference in probabilistic programs, based on a stochastic gradient for variational programs. This method is efficient without restrictions on the probabilistic program; it is particularly…

Machine Learning · Statistics 2013-01-08 David Wingate , Theophane Weber

Conditional restricted Boltzmann machines are undirected stochastic neural networks with a layer of input and output units connected bipartitely to a layer of hidden units. These networks define models of conditional probability…

Neural and Evolutionary Computing · Computer Science 2015-03-13 Guido Montufar , Nihat Ay , Keyan Ghazi-Zahedi

Discrete Markov random fields are undirected graphical models that capture complex conditional dependencies between discrete variables. Conducting exact posterior inference in these models is often computationally challenging because…

Methodology · Statistics 2026-03-10 Giuseppe Arena , Maarten Marsman

We consider MAP estimators for structured prediction with exponential family models. In particular, we concentrate on the case that efficient algorithms for uniform sampling from the output space exist. We show that under this assumption…

Machine Learning · Computer Science 2012-05-14 Shankar Vembu , Thomas Gartner , Mario Boley

The belief propagation (BP) algorithm is widely applied to perform approximate inference on arbitrary graphical models, in part due to its excellent empirical properties and performance. However, little is known theoretically about when…

Artificial Intelligence · Computer Science 2012-06-26 Alexander T. Ihler

In Multi-Input Multi-Output (MIMO) systems, Maximum-Likelihood (ML) decoding is equivalent to finding the closest lattice point in an N-dimensional complex space. In general, this problem is known to be NP hard. In this paper, we propose a…

Information Theory · Computer Science 2007-07-13 Amin Mobasher , Mahmoud Taherzadeh , Renata Sotirov , Amir K. Khandani

MAP inference for general energy functions remains a challenging problem. While most efforts are channeled towards improving the linear programming (LP) based relaxation, this work is motivated by the quadratic programming (QP) relaxation.…

Machine Learning · Computer Science 2012-06-22 Patrick Pletscher , Sharon Wulff

We propose an abstract stochastic scheme for solving a broad range of monotone operator inclusion problems in Hilbert spaces. This framework allows for the introduction of stochasticity at several levels in monotone operator splitting…

Optimization and Control · Mathematics 2026-02-13 Patrick L. Combettes , Javier I. Madariaga

In this paper, we propose novel algorithms for inferring the Maximum a Posteriori (MAP) solution of discrete pairwise random field models under multiple constraints. We show how this constrained discrete optimization problem can be…

Machine Learning · Computer Science 2013-08-02 Yongsub Lim , Kyomin Jung , Pushmeet Kohli

Maximum a posteriori (MAP) inference in discrete-valued Markov random fields is a fundamental problem in machine learning that involves identifying the most likely configuration of random variables given a distribution. Due to the…

Machine Learning · Computer Science 2020-07-03 Jonathan N. Lee , Aldo Pacchiano , Peter Bartlett , Michael I. Jordan

We consider the problem of optimal input design for estimating uncertain parameters in a discrete-time linear state space model, subject to simultaneous amplitude and l1/l2-norm constraints on the admissible inputs. We formulate this…

Systems and Control · Computer Science 2016-03-23 John Maidens , Murat Arcak

Restricted Boltzmann machines are undirected neural networks which have been shown to be effective in many applications, including serving as initializations for training deep multi-layer neural networks. One of the main reasons for their…

Disordered Systems and Neural Networks · Physics 2016-02-11 Marylou Gabrié , Eric W. Tramel , Florent Krzakala

Random matrices tend to be well conditioned, and we employ this well known property to advance matrix computations. We prove that our algorithms employing Gaussian random matrices are efficient, but in our tests the algorithms have…

Numerical Analysis · Mathematics 2012-10-30 Victor Y. Pan , Guoliang Qian , Ai-Long Zheng

We present a new algorithm for finding a near optimal low-rank approximation of a matrix $A$ in $O(nnz(A))$ time. Our method is based on a recursive sampling scheme for computing a representative subset of $A$'s columns, which is then used…

Data Structures and Algorithms · Computer Science 2016-10-10 Michael B. Cohen , Cameron Musco , Christopher Musco

We propose a method to approximate the distribution of robot configurations satisfying multiple objectives. Our approach uses variational inference, a popular method in Bayesian computation, which has several advantages over sampling-based…

Robotics · Computer Science 2019-11-25 Emmanuel Pignat , Teguh Lembono , Sylvain Calinon

Restricted Boltzmann machines (RBMs) are energy-based models analogous to the Ising model and are widely applied in statistical machine learning. The standard inverse Ising problem with a complete dataset requires computing both data and…

Machine Learning · Statistics 2025-09-01 Kaiji Sekimoto , Muneki Yasuda

We establish theoretical recovery guarantees of a family of Riemannian optimization algorithms for low rank matrix recovery, which is about recovering an $m\times n$ rank $r$ matrix from $p < mn$ number of linear measurements. The…

Numerical Analysis · Mathematics 2016-04-12 Ke Wei , Jian-Feng Cai , Tony F. Chan , Shingyu Leung

Approximate linear programming (ALP) is an efficient approach to solving large factored Markov decision processes (MDPs). The main idea of the method is to approximate the optimal value function by a set of basis functions and optimize…

Artificial Intelligence · Computer Science 2012-06-18 Branislav Kveton , Milos Hauskrecht
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